+220.4%
GDXJ vs MTCH
-73.3%
+293.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | +5.0% | +15.9% | -10.9% | +2.1% |
| 3M | +24.1% | +23.3% | +0.8% | +18.8% |
| 6M | -7.4% | +40.1% | -47.5% | -13.5% |
| YTD | +10.2% | +33.6% | -23.4% | +3.7% |
| 1Y | +42.5% | +14.1% | +28.5% | +37.8% |
| 3Y | +285.7% | +1.4% | +284.3% | +272.2% |
| All | +220.4% | -73.3% | +293.7% | +258.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling